Metode Estimasi Parameter untuk Distribusi t Multivariat

Abstract

This thesis provides estimation and simulation method for multivariate t distribu- tion. Estimation method discussed in this thesis is the estimation that has some- thing to do with R corelation matrix and trace (R) can minimize risk function of entropi loss function. While the approach of giving simulation multivariate t distribution uses vaduva method and the simulation uses BUGS. It is hoped that the study of estimation and simulation method can be important reference and stimulate furthur research activity in this field.